Mixed-asset portfolio allocation under mean-reverting asset returns
Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Philippe Bertrand, Jean-Luc Prigent
| Year of publication: |
2019
|
|---|---|
| Authors: | Amédée-Manesme, Charles-Olivier ; Barthélémy, Fabrice ; Bertrand, Philippe ; Prigent, Jean-Luc |
| Published in: |
Decision making and risk/return optimization in financial economics. - New York, NY, USA : Springer. - 2019, p. 65-98
|
| Subject: | Portfolio allocation | Mixed-asset | Real estate investment | Mean reverting effects | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Mean Reversion | Mean reversion | Theorie | Theory | Portfolio-Investition | Foreign portfolio investment | Immobilienfonds | Real estate fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-018-2761-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012127933